Dengue fever is a mosquito-borne disease caused by the dengue virus. Aedes aegypti (Ae. Aegypti) is considered the primary vector of Dengue virus transmission in Yunnan Province, China. With increased urbanization, Ae. aegypti populations have significantly increased over the last 20 years. Despite all the efforts that were made for controlling the virus transmission, especially on border areas between Yunnan and Laos, Vietnam, and Myanmar (dengue-endemic areas), the epidemic has not yet been eradicated. Thus, further understanding of the genetic diversity, population structure, and invasive strategies of Ae. aegypti populations in the border areas was vital to uncover the vector invasion and distribution dynamic, and essential for controlling the infection. In this study, we analyzed genetic diversity and population structure of eight adult Ae. Aegypti populations collected along the border areas of Yunnan Province in 2017 and 2018. Nine nuclear microsatellite loci and mitochondrial DNA (mtDNA) sequences were used to achieve a better understanding of the genetic diversity and population structure. One hundred and fourteen alleles were found in total. The polymorphic information content value, together with the expected heterozygosity (He) and observed heterozygosity (Ho) values showed high genetic diversity in all mosquito populations. The clustering analysis based on Bayesian algorithm, the UPGMA and DAPC analysis revealed that all the eight Ae. aegypti populations can be divided into three genetic groups. Based on the mtDNA results, all Ae. aegypti individuals were divided into 11 haplotypes. The Ae. aegypti populations in the border areas of Yunnan Province presented with high genetic diversity, which might be ascribed to the continuous incursion of Ae. aegypti.